Inverse sqrt for fixed point - math

Question

I am looking for the best inverse square root algorithm for fixed point 16.16 numbers. The code below is what I have so far(but basically it takes the square root and divides by the original number, and I would like to get the inverse square root without a division). If it changes anything, the code will be compiled for armv5te.
uint32_t INVSQRT(uint32_t n)
{
uint64_t op, res, one;
op = ((uint64_t)n<<16);
res = 0;
one = (uint64_t)1 << 46;
while (one > op) one >>= 2;
while (one != 0)
{
if (op >= res + one)
{
op -= (res + one);
res += (one<<1);
}
res >>= 1;
one >>= 2;
}
res<<=16;
res /= n;
return(res);
}

Answer 1

The trick is to apply Newton's method to the problem x - 1/y^2 = 0. So, given x, solve for y using an iterative scheme.
Y_(n+1) = y_n * (3 - x*y_n^2)/2
The divide by 2 is just a bit shift, or at worst, a multiply by 0.5. This scheme converges to y=1/sqrt(x), exactly as requested, and without any true divides at all.
The only problem is that you need a decent starting value for y. As I recall there are limits on the estimate y for the iterations to converge.

Answer 2

ARMv5TE processors provide a fast integer multiplier, and a "count leading zeros" instruction. They also typically come with moderately sized caches. Based on this, the most suitable approach for a high-performance implementation appears to be a table lookup for an initial approximation, followed by two Newton-Raphson iterations to achieve fully accurate results. We can speed up the first of these iterations further with additional pre-computation that is incorporated into the table, a technique used by Cray computers forty years ago.
The function fxrsqrt() below implements this approach. It starts out with an 8-bit approximation r to the reciprocal square root of the argument a, but instead of storing r, each table element stores 3r (in the lower ten bits of the 32-bit entry) and r3 (in the upper 22 bits of the 32-bit entry). This allows the quick computation of the first iteration as
r1 = 0.5 * (3 * r - a * r3). The second iteration is then computed in the conventional way as r2 = 0.5 * r1 * (3 - r1 * (r1 * a)).
To be able to perform these computations accurately, regardless of the magnitude of the input, the argument a is normalized at the start of the computation, in essence representing it as a 2.32 fixed-point number multiplied with a scale factor of 2scal. At the end of the computation the result is denormalized according to formula 1/sqrt(22n) = 2-n. By rounding up results whose most significant discarded bit is 1, accuracy is improved, resulting in almost all results being correctly rounded. The exhaustive test reports: results too low: 639 too high: 1454 not correctly rounded: 2093
The code makes use of two helper functions: __clz() determines the number of leading zero bits in a non-zero 32-bit argument. __umulhi() computes the 32 most significant bits of a full 64-bit product of two unsigned 32-bit integers. Both functions should be implemented either via compiler intrinsics, or by using a bit of inline assembly. In the code below I am showing portable implementations well suited to ARM CPUs along with inline assembly versions for x86 platforms. On ARMv5TE platforms __clz() should be mapped map to the CLZ instruction, and __umulhi() should be mapped to UMULL.
#include <stdio.h>
#include <stdlib.h>
#include <stdint.h>
#include <math.h>
#define USE_OWN_INTRINSICS 1
#if USE_OWN_INTRINSICS
__forceinline int __clz (uint32_t a)
{
int r;
__asm__ ("bsrl %1,%0\n\t" : "=r"(r): "r"(a));
return 31 - r;
}
uint32_t __umulhi (uint32_t a, uint32_t b)
{
uint32_t r;
__asm__ ("movl %1,%%eax\n\tmull %2\n\tmovl %%edx,%0\n\t"
: "=r"(r) : "r"(a), "r"(b) : "eax", "edx");
return r;
}
#else // USE_OWN_INTRINSICS
int __clz (uint32_t a)
{
uint32_t r = 32;
if (a >= 0x00010000) { a >>= 16; r -= 16; }
if (a >= 0x00000100) { a >>= 8; r -= 8; }
if (a >= 0x00000010) { a >>= 4; r -= 4; }
if (a >= 0x00000004) { a >>= 2; r -= 2; }
r -= a - (a & (a >> 1));
return r;
}
uint32_t __umulhi (uint32_t a, uint32_t b)
{
return (uint32_t)(((uint64_t)a * b) >> 32);
}
#endif // USE_OWN_INTRINSICS
/*
* For each sub-interval in [1, 4), use an 8-bit approximation r to reciprocal
* square root. To speed up subsequent Newton-Raphson iterations, each entry in
* the table combines two pieces of information: The least-significant 10 bits
* store 3*r, the most-significant 22 bits store r**3, rounded from 24 down to
* 22 bits such that accuracy is optimized.
*/
uint32_t rsqrt_tab [96] =
{
0xfa0bdefa, 0xee6af6ee, 0xe5effae5, 0xdaf27ad9,
0xd2eff6d0, 0xc890aec4, 0xc10366bb, 0xb9a71ab2,
0xb4da2eac, 0xadce7ea3, 0xa6f2b29a, 0xa279a694,
0x9beb568b, 0x97a5c685, 0x9163027c, 0x8d4fd276,
0x89501e70, 0x8563da6a, 0x818ac664, 0x7dc4fe5e,
0x7a122258, 0x7671be52, 0x72e44a4c, 0x6f68fa46,
0x6db22a43, 0x6a52623d, 0x67041a37, 0x65639634,
0x622ffe2e, 0x609cba2b, 0x5d837e25, 0x5bfcfe22,
0x58fd461c, 0x57838619, 0x560e1216, 0x53300a10,
0x51c72e0d, 0x50621a0a, 0x4da48204, 0x4c4c2e01,
0x4af789fe, 0x49a689fb, 0x485a11f8, 0x4710f9f5,
0x45cc2df2, 0x448b4def, 0x421505e9, 0x40df5de6,
0x3fadc5e3, 0x3e7fe1e0, 0x3d55c9dd, 0x3d55d9dd,
0x3c2f41da, 0x39edd9d4, 0x39edc1d4, 0x38d281d1,
0x37bae1ce, 0x36a6c1cb, 0x3595d5c8, 0x3488f1c5,
0x3488fdc5, 0x337fbdc2, 0x3279ddbf, 0x317749bc,
0x307831b9, 0x307879b9, 0x2f7d01b6, 0x2e84ddb3,
0x2d9005b0, 0x2d9015b0, 0x2c9ec1ad, 0x2bb0a1aa,
0x2bb0f5aa, 0x2ac615a7, 0x29ded1a4, 0x29dec9a4,
0x28fabda1, 0x2819e99e, 0x2819ed9e, 0x273c3d9b,
0x273c359b, 0x2661dd98, 0x258ad195, 0x258af195,
0x24b71192, 0x24b6b192, 0x23e6058f, 0x2318118c,
0x2318718c, 0x224da189, 0x224dd989, 0x21860d86,
0x21862586, 0x20c19183, 0x20c1b183, 0x20001580
};
/* This function computes the reciprocal square root of its 16.16 fixed-point
* argument. After normalization of the argument if uses the most significant
* bits of the argument for a table lookup to obtain an initial approximation
* accurate to 8 bits. This is followed by two Newton-Raphson iterations with
* quadratic convergence. Finally, the result is denormalized and some simple
* rounding is applied to maximize accuracy.
*
* To speed up the first NR iteration, for the initial 8-bit approximation r0
* the lookup table supplies 3*r0 along with r0**3. A first iteration computes
* a refined estimate r1 = 1.5 * r0 - x * r0**3. The second iteration computes
* the final result as r2 = 0.5 * r1 * (3 - r1 * (r1 * x)).
*
* The accuracy for all arguments in [0x00000001, 0xffffffff] is as follows:
* 639 results are too small by one ulp, 1454 results are too big by one ulp.
* A total of 2093 results deviate from the correctly rounded result.
*/
uint32_t fxrsqrt (uint32_t a)
{
uint32_t s, r, t, scal;
/* handle special case of zero input */
if (a == 0) return ~a;
/* normalize argument */
scal = __clz (a) & 0xfffffffe;
a = a << scal;
/* initial approximation */
t = rsqrt_tab [(a >> 25) - 32];
/* first NR iteration */
r = (t << 22) - __umulhi (t, a);
/* second NR iteration */
s = __umulhi (r, a);
s = 0x30000000 - __umulhi (r, s);
r = __umulhi (r, s);
/* denormalize and round result */
r = ((r >> (18 - (scal >> 1))) + 1) >> 1;
return r;
}
/* reference implementation, 16.16 reciprocal square root of non-zero argment */
uint32_t ref_fxrsqrt (uint32_t a)
{
double arg = a / 65536.0;
double rsq = sqrt (1.0 / arg);
uint32_t r = (uint32_t)(rsq * 65536.0 + 0.5);
return r;
}
int main (void)
{
uint32_t arg = 0x00000001;
uint32_t res, ref;
uint32_t err, lo = 0, hi = 0;
do {
res = fxrsqrt (arg);
ref = ref_fxrsqrt (arg);
err = 0;
if (res < ref) {
err = ref - res;
lo++;
}
if (res > ref) {
err = res - ref;
hi++;
}
if (err > 1) {
printf ("!!!! arg=%08x res=%08x ref=%08x\n", arg, res, ref);
return EXIT_FAILURE;
}
arg++;
} while (arg);
printf ("results too low: %u too high: %u not correctly rounded: %u\n",
lo, hi, lo + hi);
return EXIT_SUCCESS;
}

Answer 3

I have a solution that I characterize as "fast inverse sqrt, but for 32bit fixed points". No table, no reference, just straight to the point with a good guess.
If you want, jump to the source code below, but beware of a few things.
(x * y)>>16 can be replaced with any fixed-point multiplication scheme you want.
This does not require 64-bit [long-words], I just use that for the ease of demonstration. Long words are used to prevent overflow in multiplication. A fixed-point math library will have fixed-point multiplication functions that handle this better.
The initial guess is pretty good, so you get relatively precise results in the first incantation.
The code is more verbose than needed for demonstration.
Values less than 65536 (<1) and greater than 32767<<16 cannot be used.
This is generally not faster than using a square root table and division if your hardware has a division function. If it does not, this avoids divisions.
int fxisqrt(int input){
if(input <= 65536){
return 1;
}
long xSR = input>>1;
long pushRight = input;
long msb = 0;
long shoffset = 0;
long yIsqr = 0;
long ysqr = 0;
long fctrl = 0;
long subthreehalf = 0;
while(pushRight >= 65536){
pushRight >>=1;
msb++;
}
shoffset = (16 - ((msb)>>1));
yIsqr = 1<<shoffset;
//y = (y * (98304 - ( ( (x>>1) * ((y * y)>>16 ) )>>16 ) ) )>>16; x2
//Incantation 1
ysqr = (yIsqr * yIsqr)>>16;
fctrl = (xSR * ysqr)>>16;
subthreehalf = 98304 - fctrl;
yIsqr = (yIsqr * subthreehalf)>>16;
//Incantation 2 - Increases precision greatly, but may not be neccessary
ysqr = (yIsqr * yIsqr)>>16;
fctrl = (xSR * ysqr)>>16;
subthreehalf = 98304 - fctrl;
yIsqr = (yIsqr * subthreehalf)>>16;
return yIsqr;
}